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tinylumpy · 2025年01月30日

没有看懂这题应该用哪个公式

NO.PZ2015121801000093

问题如下:

An analyst gathers the following information:

Which security has the highest beta measure?

选项:

A.

Security 1.

B.

Security 2.

C.

Security 3.

解释:

C is correct.

Security 3 has the highest beta value; 1.07=ρ3σ3σm=(0.80)(20%)15%1.07=\frac{\rho_3\sigma_3}{\sigma_m}=\frac{(0.80)(20\%)}{15\%} compared to Security 1 and Security 2 with beta values of 1.00 and 0.93, respectively.

如题,请老师帮忙梳理一下这题的解题逻辑,谢谢

0 个答案